-72.2%
TTD vs LTH
+54.1%
-126.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.4% |
| 7D | +6.3% | -0.6% | +7.0% | +6.4% |
| 30D | -23.9% | -4.6% | -19.3% | -23.6% |
| 3M | -31.4% | +32.8% | -64.2% | -32.5% |
| 6M | -42.7% | +64.6% | -107.3% | -46.3% |
| YTD | -62.0% | +62.6% | -124.6% | -63.9% |
| 1Y | -72.2% | +49.9% | -122.2% | -73.9% |
| All | -72.2% | +54.1% | -126.3% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling